On Stochastic Ergodic Control in Infinite Dimensions

被引：0
|
作者：
Goldys, Beniamin [1 ]
Maslowski, Bohdan [2 ]
机构：
[1] UNSW, Sch Math & Stat, Sydney, NSW 2052, Australia
[2] Charles Univ Prague, Fac Math & Phys, CR-11636 Prague 1, Czech Republic
来源：
SEMINAR ON STOCHASTIC ANALYSIS, RANDOM FIELDS AND APPLICATIONS VI | 2011年 / 63卷
关键词：
Stochastic ergodic control; Hamilton-Jacobi equation; stochastic semifinear equation; HAMILTON-JACOBI EQUATIONS; HILBERT-SPACES; SYSTEMS;
D O I：
暂无
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
Some recent results on stochastic ergodic control problems in infinite-dimensional state spaces are reviewed, a special attention being paid to the ergodic control of stochastic semilinear reaction-diffusion equations. Earlier achievements obtained in this field (as well as some of those obtained for the discounted cost optimization problem) are summarized. Some of the recently obtained results that will appear in the forthcoming paper [15] are described in more detail.
引用
收藏
页码：95 / +
页数：3
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